+85.8%
LSCC vs RPRX
+159.9%
-74.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.2% |
| 7D | +13.0% | +0.2% | +12.8% | +12.9% |
| 30D | -19.8% | +18.6% | -38.4% | -22.4% |
| 3M | -18.4% | +18.0% | -36.4% | -21.2% |
| 6M | -16.1% | +33.8% | -49.9% | -22.4% |
| YTD | +42.7% | +76.6% | -33.8% | +22.4% |
| 1Y | +68.0% | +68.2% | -0.2% | +45.6% |
| 3Y | +85.8% | +161.5% | -75.7% | +43.5% |
| All | +85.8% | +159.9% | -74.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling